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ARM vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
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ARM vs. QQQ

Last updated May 20, 2025

Compare and contrast key facts about Arm Holdings plc American Depositary Shares (ARM) and Invesco QQQ (QQQ).

QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARM or QQQ.

Correlation

The correlation between ARM and QQQ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ARM vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arm Holdings plc American Depositary Shares (ARM) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARM:

0.28

QQQ:

0.64

Sortino Ratio

ARM:

0.85

QQQ:

1.04

Omega Ratio

ARM:

1.10

QQQ:

1.15

Calmar Ratio

ARM:

0.30

QQQ:

0.70

Martin Ratio

ARM:

0.60

QQQ:

2.29

Ulcer Index

ARM:

27.06%

QQQ:

6.99%

Daily Std Dev

ARM:

71.20%

QQQ:

25.51%

Max Drawdown

ARM:

-53.97%

QQQ:

-82.98%

Current Drawdown

ARM:

-29.18%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, ARM achieves a 7.04% return, which is significantly higher than QQQ's 2.26% return.

ARM

YTD

7.04%

1M

31.09%

6M

2.63%

1Y

19.66%

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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Arm Holdings plc American Depositary Shares

Invesco QQQ

Risk-Adjusted Performance

ARM vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ARM
The Risk-Adjusted Performance Rank of ARM is 6161
Overall Rank
The Sharpe Ratio Rank of ARM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 5959
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARM vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arm Holdings plc American Depositary Shares (ARM) and Invesco QQQ (QQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ARM Sharpe Ratio is 0.28, which is lower than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ARM and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

ARM vs. QQQ - Dividend Comparison

ARM has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.57%.

TTM20242023202220212020201920182017201620152014
ARM
Arm Holdings plc American Depositary Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ		0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ARM vs. QQQ - Drawdown Comparison

The maximum ARM drawdown since its inception was -53.97%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ARM and QQQ. For additional features, visit the drawdowns tool.

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Volatility

ARM vs. QQQ - Volatility Comparison

Arm Holdings plc American Depositary Shares (ARM) has a higher volatility of 16.20% compared to Invesco QQQ (QQQ) at 6.48%. This indicates that ARM's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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